GLOBAL IDENTIFICATION IN NONLINEAR MODELS WITH MOMENT RESTRICTIONS
This paper derives sufficient conditions for global identification in nonlinear models characterized by a finite number of unconditional moment restrictions. The main contribution of this paper is to provide a set of assumptions that are alternative to those of Gale-Nikaidô-Fisher-Rothenberg, and which when satisfied guarantee that the moment conditions globally identify the parameters of interest.
Year of publication: |
2012
|
---|---|
Authors: | Komunjer, Ivana |
Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 28.2012, 04, p. 719-729
|
Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
Saved in:
Saved in favorites
Similar items by person
-
Multivariate Forecast Evaluation and Rationality Testing
Komunjer, Ivana, (2012)
-
Efficient estimation in dynamic conditional quantile models
Komunjer, Ivana, (2010)
-
Semi-parametric estimation of non-separable models: a minimum distance from independence approach
Komunjer, Ivana, (2010)
- More ...